No, but the game took heavy thematic inspiration from 9/11 and the subsequent 'War on Terror,' to the point where, in the Gestalt version of the game, Father Nier's birthday is September 11th.
There is a point in the game where wolves are being slaughtered. You hear the pack leader's point of view as he is clearly distraught and trying his best to encourage them to hold on and be strong.
Some adult NPCs may flirt with (Brother) Nier when he's still a teenager on the first half of the game. There's also the prequel short story "The Red and the Black" but that stuff never gets mentioned in-game.
Not in the game. I believe there is some regarding the brother version of the player character in supplemental reading material, but you only really need to worry about that if you go looking for said material after playing the game.
The 'apology from a fool' side quest involves helping a man who cheated apologize to his wife, and 'the despicable man' also involves a man cheating on several different women.
I'm going to put "yes", but it's complex. Someone is bullied for being intersex, but it's not obvious unless you've read supplementary material to the game. They are called "freak", but it is unclear to a player if it's because she is intersex, or general childhood bullying. No actual trans slurs are used.
Gideon, the younger brother who works near the junk heap, is implied in-game (and outright stated in supplemental material) to have engaged in self-harm after his older brother's death, to the point that he amputated his arm.
There's a plot point where the main character needs to get a sword. Replaying it during Route B, Grimoire Weiss will acknowledge that the player already has that sword in their inventory
No sex scenes, but a main character dresses extremely provocatively at all times. Plus a side quests mentions aphrodisiacs and makes a joke about them.